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MoneyScience Financial Training: Introduction to QuantLib Development with Luigi Ballabio - September 22-24, London, UK - Further Information
GPUs, Monte Carlo Simulation and Kooderive with Professor Mark Joshi - October 29-31, London, UK - Further Information

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News: Optimal Portfolio Problem Using Entropic Value at Risk: When the Underlying Distribution is Non-Elliptical. (arXiv:1406.7040v1 [q-fin.PM])

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News: Cross-correlation asymmetries and causal relationships between stock and market risk within linear response approximation. (arXiv:1401.8106v1 [q-fin.ST])

174 days ago - q-fin updates on arXiv.org

News: Tail Risk and Asset Prices -- by Bryan Kelly, Hao Jiang

326 days ago - National Bureau of Economic Research Working Papers

News: Best Execution for Managed Portfolios

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News: Value at Risk with exponential smoothing

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